It's Diagnostics 101 - that basic to fixing or learning anything.
Don't for one minute start changing anything - ie perform a System
Restore. First get facts. For example, notice how many want you to
start doing things and did not first ask what manufacturer is your
hardware. Long before one changes anything, first, one collects facts.
This will assume you are using a Windows NT OS such as XP. Now find
and review information in the Event (system) logs. From different
OSes, it can be found in the Control Panel (XP) or in
Start>Accessories>System Tools. Use Windows' Help, if necessary, to
find this historical data. Problems in your computer that the OS
ignored (so that you could keep working) are found here. Also are
information such as when computer was powered on, etc. Long before
trying to fix anything (and therefore destroy this data), you first
want to learn what you have. Event (system) logs are a good start.
Second source of useful information is from Windows Explorer at
Start>Accessories . What is (remains) in My Documents? Are your
previous stored files in that directory or were they wiped clean (as
you originally suspected).
Long before doing something that cannot be undone - ie System Restore
- first learn what does and does not exist. Diagnostics 101 - never
fix / change anything until long after facts have been collected.
Currently you are not concerned (yet) with fixing the problem. Step
one: first define the problem. Step two: fix the problem - comes
later.